摘要
提出一种基于递阶遗传算法和BP神经网络的财务预警模型。现有的BP网络模式分类训练方法大都只能训练BP网络的权重,网络的结构得预先用某种方法确定。利用巧妙设计的递阶遗传算法能够把网络的结构和权重同时通过训练确定。以模式分类数据库中的数据进行训练和测试,并与其他模式分类模型相比较。结果表明,该模型更优,分类精确度更令人满意。根据上市公司的财务数据用所提出的方法进行财务预警是可行的。
A financial crisis warning model,based on hierarchical genetic algorithm and BP neural network,is proposed.Different from the existing BP training method resulting only in determination of connection weights,a well-designed hierarchical genetic algorithm is used to train BP neural network with both connection weights and numbers of neurons in a hidden layer determined at the same time.The model is then used to classify the data of Wine.It is shown that the model based on hierarchical genetic algorithm and BP neural network is simple and effective.According to the financial data of listed companies,using the method proposed to warn the finance problem is feasible.
出处
《系统管理学报》
CSSCI
北大核心
2010年第1期1-6,共6页
Journal of Systems & Management
基金
中国博士后科学基金资助项目(20090450759)
关键词
递阶遗传算法
BP神经网络
模式分类
财务预警
hierarchical genetic algorithm
BP neural network
pattern classification
financial crisis warning
